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add ft_order_tag to backtesting

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This commit is contained in:
Matthias 2024-01-28 19:56:30 +01:00
parent 39ffee381b
commit e8288a34c9
1 changed files with 7 additions and 4 deletions
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11
freqtrade/optimize/backtesting.py
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@ -681,11 +681,11 @@ class Backtesting:
trade.exit_reason = exit_reason
return self._exit_trade(trade, row, close_rate, amount_)
return self._exit_trade(trade, row, close_rate, amount_, exit_reason)
return None
def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
close_rate: float, amount: float) -> Optional[LocalTrade]:
def _exit_trade(self, trade: LocalTrade, sell_row: Tuple, close_rate: float,
amount: float, exit_reason: Optional[str]) -> Optional[LocalTrade]:
self.order_id_counter += 1
exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
order_type = self.strategy.order_types['exit']
@ -712,6 +712,7 @@ class Backtesting:
filled=0,
remaining=amount,
cost=amount * close_rate,
ft_order_tag=exit_reason,
)
order._trade_bt = trade
trade.orders.append(order)
@ -944,6 +945,7 @@ class Backtesting:
filled=0,
remaining=amount,
cost=amount * propose_rate + trade.fee_open,
ft_order_tag=entry_tag,
)
order._trade_bt = trade
trade.orders.append(order)
@ -963,7 +965,8 @@ class Backtesting:
# Ignore trade if entry-order did not fill yet
continue
exit_row = data[pair][-1]
self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount)
self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount,
ExitType.FORCE_EXIT.value)
trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
trade.close_date = exit_row[DATE_IDX].to_pydatetime()